+21.8%
ROK vs COO
-41.6%
+63.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -13.8% | +4.7% | -18.6% | -15.3% |
| 30D | -14.9% | +13.9% | -28.8% | -19.1% |
| 3M | -14.7% | -14.9% | +0.3% | -10.0% |
| 6M | -17.7% | +2.0% | -19.7% | -20.1% |
| YTD | -2.5% | -23.9% | +21.5% | +7.5% |
| 1Y | +2.3% | -9.6% | +11.9% | +4.6% |
| 3Y | +52.7% | -25.4% | +78.2% | +62.0% |
| All | +21.8% | -41.6% | +63.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling